Testing the efficient market hypothesis in Latin American stock markets

Article

Abstract: We propose a novel approach to study if Latin America Stock Markets are Efficient. This test is base

Palabras claves:

Efficient markets, Hurst exponent, Long memory, Statistical arbitrage

Autores:

Karen A. Balladares, Karen Balladares, Ramos-Requena J.P., Sánchez-Granero M.A., Trinidad-Segovia J.E.

Fuentes:

google

scopus